+129.9%
P vs AS
+133.7%
-3.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -15.7% |
| 7D | -31.9% | +7.1% | -39.0% | -33.5% |
| 30D | -36.5% | +12.8% | -49.3% | -39.1% |
| 3M | +11.6% | -14.7% | +26.3% | +16.5% |
| 6M | +25.2% | -9.9% | +35.2% | +27.1% |
| YTD | +39.4% | -16.1% | +55.6% | +44.4% |
| 1Y | -3.7% | +0.2% | -3.8% | -6.6% |
| All | +129.9% | +133.7% | -3.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling